It downloads in the current folder of your prompt shell and creates a folder ./Newgrounds Audio Portal and subfolders like ./Newgrounds Audio Portal/ParagonX9/

usage :
if you want to download all the songs of ParagonX9 in D:\Music folder for example, just go in the D:\Music folder with explorer, then copy ngdl.jar there and hold maj then right click in an empty space and click the open windows prompt item, then enter "java -jar ngdl.jar paragonx9" in the cmd box ;)

Hey, don't know if you're still around, but I found this via google and I quiet like it. However it seems that the relaunch broke it. I will try to fix it and possibly upload it here, if you don't mind.